Package: kro.inv.test 0.1.1

Bongjung Sung

kro.inv.test: Kronecker-Invariant Tests for High-Dimensional Separability Testing

Kronecker-invariant tests for high-dimensional separability testing of matrix-variate data, focusing on Gaussian populations as benchmark cases. Tests whether the population covariance matrix is represented as a Kronecker product of row and column covariance matrices. Implements the tests based on the eigenvalues of the sample core whose test statistics are invariant to the separable component of the population covariance matrix, referred to as Kronecker-invariance. Tests constructed using the largest eigenvalue and the separable expansion of the sample core and applying the extended likelihood ratio test for sphericity testing to the sample core. For details, see Sung and Hoff (2025) <doi:10.48550/arXiv.2506.17463>.

Authors:Bongjung Sung [aut, cre]

kro.inv.test_0.1.1.tar.gz
kro.inv.test_0.1.1.tar.gz(r-4.7-any)kro.inv.test_0.1.1.tar.gz(r-4.6-any)
kro.inv.test_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
kro.inv.test/json (API)

# Install 'kro.inv.test' in R:
install.packages('kro.inv.test', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/seungbongjung/kro.inv.test/issues

On CRAN:

Conda:

1.70 score 21 exports 8 dependencies

Last updated from:48efe947aa. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK126
source / vignettesOK161
linux-release-x86_64OK124
wasm-releaseOK102

Exports:dat2covelrt.altelrt.nullelrt.paraelrt.powerelrt.power.datlarge.eig.altlarge.eig.nulllarge.eig.powerlarge.eig.power.datpi.corepi.rank_r.corepi.rank1.corepi.rank2.coresep.exp.altsep.exp.nullsep.exp.powersep.exp.power.datsym.inv.rootsym.roottw.para

Dependencies:covKCDlatticeMatrixpracmaRcppRcppEigenRMTstatRSpectra

Readme and manuals

Help Manual

Help pageTopics
Sample covariance matrix of the data tensor.dat2cov
Test statistic based on the extended LRT for sphericity testing under the alternative regimeelrt.alt
Test statistic based on the extended LRT for sphericity testing under the nullelrt.null
Parameters of the transformation for the extended LRT statisticelrt.para
Empirical power of the test based on the extended LRT to the sample core under Gaussian populationselrt.power
Empirical power of the test based on the extended LRT to the sample core with the given dataelrt.power.dat
Test statistic based on the largest eigenvalue of the sample core under the alternative regimelarge.eig.alt
Test statistic based on the largest eigenvalue of the sample core under the nulllarge.eig.null
Empirical power of the test based on the largest eigenvalue of the sample core under Gaussian populationslarge.eig.power
Empirical power of the test based on the largest eigenvalue of the sample core with the given datalarge.eig.power.dat
A covariance matrix with a partial-isotropy rank-r core.pi.core
Partial-isotropy rank-r core.pi.rank_r.core
Partial-isotropy rank-1 corepi.rank1.core
Partial-isotropy rank-2 corepi.rank2.core
Test statistic based on the separable expansion test under the alternative regime.sep.exp.alt
Test statistic based on the separable expansion test under the nullsep.exp.null
Empirical power of the test based on the separable expansion the sample core under Gaussian populationssep.exp.power
Empirical power of the test based on the separable expansion of the sample core with the given datasep.exp.power.dat
Inverse symmetric square rootsym.inv.root
Symmetric square rootsym.root
Parameters of the transformation to obtain the Tracy-Widom lawtw.para